+411.2%
XLF vs IFF
+280.6%
+130.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.9% | -2.8% | -0.1% | -1.6% |
| 30D | -1.6% | -1.1% | -0.5% | -1.2% |
| 3M | +9.3% | +13.8% | -4.6% | +1.9% |
| 6M | +14.6% | +16.7% | -2.1% | +3.7% |
| YTD | +4.7% | +26.1% | -21.4% | -9.4% |
| 1Y | +8.6% | +33.5% | -24.9% | -9.1% |
| 3Y | +73.9% | +31.6% | +42.3% | +40.2% |
| 5Y | +65.0% | -34.9% | +99.9% | +81.1% |
| 10Y | +250.4% | -20.3% | +270.7% | +218.4% |
| All | +411.2% | +280.6% | +130.6% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling